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person:"Lee, Cheng F."
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Hedging
13
Index futures
5
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4
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Lee, Cheng F.
Broll, Udo
170
Lien, Da-hsiang Donald
88
Kit, Pong Wong
70
Wahl, Jack E.
67
McAleer, Michael
33
Zilcha, Itzhak
33
Acharya, Viral V.
31
Hammoudeh, Shawkat
29
Platen, Eckhard
29
Hull, John
28
Lo, Andrew W.
28
Alexander, Carol
26
Madan, Dilip B.
26
Engle, Robert F.
25
Mensi, Walid
23
Fabozzi, Frank J.
22
Giglio, Stefano
22
Kang, Sang Hoon
22
Cotter, John
21
Dionne, Georges
21
Bouri, Elie
20
Conlon, Thomas
20
Hau, Harald
20
Chang, Chia-Lin
19
Eckwert, Bernhard
19
Korn, Olaf
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Frey, Rüdiger
18
Li, Johnny Siu-Hang
18
Lucey, Brian M.
18
Melʹnikov, Aleksandr V.
18
Schweizer, Martin
18
Adam-Müller, Axel F. A.
17
Brown, Stephen J.
17
Guirguis, Michel
17
Kohlmann, Michael
17
Sherris, Michael
17
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17
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16
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The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Review of Pacific Basin financial markets and policies
2
Advances in futures and options research : a research annual
1
Review of quantitative finance and accounting
1
Staff memoranda / Research Department for Review and Comment, Federal Reserve Bank of Chicago : a series of occasional papers in draft form prepared by members of the Research Department for Review and Comment
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ECONIS (ZBW)
13
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1
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-lai
;
Chen, Mei-ling
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
Saved in:
2
Hedging and optimal hedge ratios for international index futures markets
Lee, Cheng F.
;
Wang, Kehluh
;
Chen, Yan Long
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
Saved in:
3
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
4
An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
5
An intertemporal CAPM approach to evaluate mutual fund performance
Chang, Jow-ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
20
(
2003
)
4
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001773915
Saved in:
6
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
7
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
8
Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
Saved in:
9
A new measure to compare the hedging effectiveness of foreign currency futures versus options
Hsin, Chin-wen
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 685-707
Persistent link: https://www.econbiz.de/10001171306
Saved in:
10
Alternative instruments for hedging inflation risk in the banking industry
Koppenhaver, Gary D.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10001149670
Saved in:
11
Alternative instruments for hedging inflation risk in the banking industry
Koppenhaver, Gary D.
;
Lee, Cheng F.
-
1987
Persistent link: https://www.econbiz.de/10000737189
Saved in:
12
Stock index futures hedge ratios : tests on horizon effects and functional form
Lee, Cheng F.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001081765
Saved in:
13
Use of three stock index futures in hedging decisions
Junkus, Joan C.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10001128567
Saved in:
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